Here is the problem resolution sequence:
1. Turn on browser's javascript debugging (e.g. in Firefox take a look at javascript console or install a powerful FireBug extension). You'll see all the javascript errors. 2. Examine javascript code that is generated by RJS template. Make sure that it contains no errors (you can view RJS response in FireBug's console). 3. Make sure that the RJS response is properly evaled. E.g. in Ajax.Request there should be evalScripts options set to true. 4. Make sure that you don't overwrite RJS response's content type and it is equal to "text/javascript" (you can view RJS response in FireBug's console).
Hope that helps